Joint variance-ratio tests of the martingale hypothesis for exchange rates

Joint variance-ratio tests of the martingale hypothesis for exchange rates

Journal of Business and Economic Statistics

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Bibliographic Details
Main Authors: Fong, W.M., Koh, S.K., Ouliaris, S.
Other Authors: FINANCE & ACCOUNTING
Format: Article
Published: 2013
Subjects:
Exchange rates
Multiple-comparisons test
Overlapping observations
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44870
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Institution: National University of Singapore
Description
Summary:Journal of Business and Economic Statistics

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